Anic Equity¶

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Total return since start: 0.692 %¶

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Equity now: -----------------------------> 51683.2 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48484.14 Kr¶

PnL: ---------------------------------------> -603.43 Kr¶

DD now: ---------------------------------> -0.503 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-31 10:47:56.695323'

Anic Portfolio¶

Today¶

Return: -0.415 %¶

This Week¶

Return: 8.744 %¶

Total¶

Return: 69.198 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 0.000000 3380.400000 200.400000 6.300000 3180.000006
HMS Networks 2 -0.820000 775.600000 102.600000 15.250000 673.000000
Nordea Bank Abp 29 -0.030000 3533.940000 79.940000 2.310000 3453.999992
HEBA B 70 -0.770000 2702.000000 66.000000 2.500000 2636.000010
SAAB B 8 -0.070000 3424.800000 47.800000 1.420000 3377.000000
Swedbank A 3 2.840000 607.800000 43.800000 7.770000 564.000000
MedCap 2 -1.080000 458.000000 37.000000 8.790000 421.000000
Resurs Holding 22 0.220000 610.280000 36.280000 6.320000 573.999998
AcadeMedia 12 -1.170000 587.520000 30.520000 5.480000 557.000004
Samhällsbyggnadsbo. i Norden B 20 -0.230000 382.200000 27.200000 7.660000 355.000000
Fasadgruppen Group 38 1.290000 4164.800000 23.800000 0.570000 4140.999992
OEM International B 7 -1.020000 543.200000 15.200000 2.880000 527.999997
Intrum 4 0.150000 540.200000 13.200000 2.500000 527.000000
Norva24 Group 16 0.000000 555.200000 12.200000 2.250000 543.000000
Eastnine 4 -0.320000 502.400000 11.400000 2.320000 491.000000
Karnov Group 9 0.330000 545.400000 9.400000 1.750000 536.000004
Samhällsbyggnadsbo. i Norden D 12 0.880000 248.880000 2.880000 1.170000 246.000000
Securitas B 6 -1.160000 572.400000 2.400000 0.420000 570.000000
Creaspac SPAC 6 -0.310000 578.400000 1.400000 0.240000 577.000002
Handelsbanken A 5 0.410000 545.500000 -0.500000 -0.090000 546.000000
Fastighetsbolag. Emilshus Pref 21 -2.730000 560.700000 -1.300000 -0.230000 562.000005
Corem Property Group B 59 -1.170000 574.660000 -2.340000 -0.410000 576.999999
Coor Service Management Hold. 8 -0.300000 529.600000 -2.400000 -0.450000 532.000000
Midsona B 63 -2.860000 578.340000 -4.660000 -0.800000 582.999984
Boozt 12 -0.580000 1635.600000 -18.400000 -1.110000 1653.999996
Sampo Oyj SDB 7 -0.090000 3829.000000 -21.000000 -0.550000 3850.000000
Essity B 2 -0.250000 548.600000 -25.400000 -4.430000 574.000000
CTEK 13 -1.690000 497.900000 -36.100000 -6.760000 533.999999
International Petroleum Corp. 5 -2.890000 554.000000 -40.570000 -6.820000 594.565215
Essity A 4 -0.360000 1104.000000 -45.000000 -3.920000 1149.000000
Vivesto 1368 0.000000 567.720000 -45.280000 -7.390000 612.999432
Beijer Electronics Group 27 -0.890000 3013.200000 -70.800000 -2.300000 3083.999994
OX2 22 0.000000 1782.000000 -207.000000 -10.410000 1989.000002
Axfood 15 0.150000 4051.500000 -248.500000 -5.780000 4300.000005
Ovzon 64 -1.670000 3398.400000 -597.600000 -14.950000 3996.000000
TOTAL 48484.140000 -603.430000 -0.50281% 49087.564636

Updated:¶

'2023-01-31 10:48:09.802043'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶